+11.1%
PL vs CG
-21.0%
+32.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -6.5% | -3.6% | -5.7% |
| 7D | -20.5% | -1.5% | -19.0% | -19.8% |
| 30D | -38.8% | +2.8% | -41.5% | -40.2% |
| 3M | -49.1% | -19.2% | -29.9% | -41.8% |
| 6M | -69.4% | -21.0% | -48.4% | -64.7% |
| YTD | -42.3% | -31.0% | -11.4% | -28.2% |
| 1Y | -14.2% | -21.1% | +6.9% | -3.3% |
| 3Y | +398.7% | +48.8% | +349.9% | +258.1% |
| 5Y | +11.1% | -21.5% | +32.7% | +13.9% |
| All | +11.1% | -21.0% | +32.2% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling